kingchenc
962ced0712
Python's examples/python/multi_timeframe.py had no Rust or Node sibling. Add both — the Rust version uses wickra-data's `Resampler` / `resample_all` (the canonical path; no manual roll-up), the Node version mirrors the Python one's inline aggregation because wickra-data's resampler is currently Rust-only. * examples/rust/src/bin/multi_timeframe.rs — reads the bundled 1m CSV via `CandleReader`, resamples to 5m / 15m / 1h / 4h / 1d via `resample_all`, prints last RSI(14), MACD(12,26,9) histogram and ADX(14) per timeframe. * examples/node/multi_timeframe.js — same outputs from a hand-rolled bucket aggregator; reuses the new examples/data/ default path. * examples/README.md gains the new rows. Run side by side: the Rust and Node summaries are bit-identical at every timeframe (50000 / 10000 / 3334 / 834 / 209 / 35 bars; same RSI, MACD histogram and ADX to two decimals) — confirming both the Rust resampler and the inline Node aggregator produce the same OHLC buckets.
86 lines
2.8 KiB
Rust
86 lines
2.8 KiB
Rust
//! Multi-timeframe indicators with the Wickra Rust stack.
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//!
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//! Reads the bundled 1-minute BTCUSDT CSV (or a path passed on the command
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//! line), resamples it via [`wickra_data::resample::resample_all`] to 5m /
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//! 15m / 1h / 4h / 1d, and prints the last RSI(14), MACD(12,26,9) histogram
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//! and ADX(14) at each timeframe. The Rust counterpart of
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//! `examples/python/multi_timeframe.py`.
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//!
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//! Run with:
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//! ```text
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//! cargo run --release -p wickra-examples --bin multi_timeframe
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//! ```
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use std::env;
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use std::path::PathBuf;
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use wickra::{Adx, Candle, Indicator, MacdIndicator, Rsi};
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use wickra_data::aggregator::Timeframe;
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use wickra_data::csv::CandleReader;
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use wickra_data::resample::resample_all;
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const ONE_MINUTE_MS: i64 = 60_000;
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fn default_csv() -> PathBuf {
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PathBuf::from(env!("CARGO_MANIFEST_DIR"))
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.join("..")
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.join("data")
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.join("btcusdt-1m.csv")
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}
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fn summarize(label: &str, candles: &[Candle]) {
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if candles.is_empty() {
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println!(" {label:<5} (empty)");
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return;
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}
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let mut rsi = Rsi::new(14).expect("RSI(14) constructor cannot fail");
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let mut macd = MacdIndicator::new(12, 26, 9).expect("MACD(12,26,9) constructor cannot fail");
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let mut adx = Adx::new(14).expect("ADX(14) constructor cannot fail");
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let mut last_rsi: Option<f64> = None;
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let mut last_hist: Option<f64> = None;
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let mut last_adx: Option<f64> = None;
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for c in candles {
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if let Some(v) = rsi.update(c.close) {
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last_rsi = Some(v);
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}
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if let Some(m) = macd.update(c.close) {
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last_hist = Some(m.histogram);
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}
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if let Some(a) = adx.update(*c) {
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last_adx = Some(a.adx);
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}
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}
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let last_close = candles.last().expect("non-empty").close;
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println!(
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" {label:<5} bars={:>5} last_close={last_close:>10.2} rsi={} macd_hist={} adx={}",
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candles.len(),
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last_rsi.map_or_else(|| " --".to_string(), |v| format!("{v:>6.2}")),
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last_hist.map_or_else(|| " -- ".to_string(), |v| format!("{v:+6.2}")),
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last_adx.map_or_else(|| " --".to_string(), |v| format!("{v:>6.2}")),
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);
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}
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fn main() -> Result<(), Box<dyn std::error::Error>> {
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let path = env::args().nth(1).map_or_else(default_csv, PathBuf::from);
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println!("Multi-timeframe view of {}", path.display());
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let mut reader = CandleReader::open(&path)?;
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let ones: Vec<Candle> = reader.read_all()?;
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summarize("1m", &ones);
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for &(label, minutes) in &[
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("5m", 5_i64),
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("15m", 15),
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("1h", 60),
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("4h", 240),
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("1d", 1440),
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] {
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let tf = Timeframe::millis(minutes * ONE_MINUTE_MS)?;
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let resampled = resample_all(tf, ones.iter().copied().map(Ok))?;
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summarize(label, &resampled);
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}
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Ok(())
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}
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